Taleb, Nassim Nicholas. Dynamic Hedging - Managing Vanilla and Exotic Options. Wiley, 1997.
eng

Nassim Nicholas Taleb

Dynamic Hedging

Managing Vanilla and Exotic Options
  • Wiley
  • 1997
  • Gebunden
  • 528 Seiten
  • ISBN 9780471152804

Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph. D. from University Paris-Dauphine.

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